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QIM
Quantitative Investment Management Portfolio holdings
AUM
$917M
1-Year Est. Return
3.96%
This Fund
S&P 500
This Quarter
Est. Return
+4.14%
1 Year Est. Return
-3.96%
3 Year Est. Return
+24.59%
5 Year Est. Return
+12.41%
10 Year Est. Return
+164.05%
AUM
$5.76B
AUM Growth
-$1.02B
(-15%)
Cap. Flow
-$1.01B
Cap. Flow
% of AUM
-17.45%
Top 10 Holdings %
Top 10 Hldgs %
21.43%
Holding
1,004
New
270
Increased
192
Reduced
253
Closed
289
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Netflix
NFLX
|
+$155M |
| 2 |
Micron Technology
MU
|
+$110M |
| 3 |
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
|
+$105M |
| 4 |
State Street Industrial Select Sector SPDR ETF
XLI
|
+$87.6M |
| 5 |
iShares MSCI Brazil ETF
EWZ
|
+$75.5M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$334M |
| 2 |
iShares Russell 2000 ETF
IWM
|
+$254M |
| 3 |
State Street Consumer Staples Select Sector SPDR ETF
XLP
|
+$159M |
| 4 |
Apple
AAPL
|
+$108M |
| 5 |
iShares MSCI Emerging Markets ETF
EEM
|
+$102M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 25.81% |
| 2 | Technology | 15.79% |
| 3 | Consumer Discretionary | 14.95% |
| 4 | Industrials | 10.04% |
| 5 | Communication Services | 6.15% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
701
CNO Financial Group
CNO
$5.2B
| $210K | ﹤0.01% |
9,700
-157,300
| -94% | -$3.7M |
|
|
JASO
702
DELISTED
JA Solar Holdings, Co., Ltd
JASO
| $171K | ﹤0.01% |
26,200
-12,400
| -32% | -$90.8K |
|
703
Northern Oil and Gas
NOG
$2.73B
| $169K | ﹤0.01% |
8,570
-14,770
| -63% | -$318K |
|
|
KNDI
704
Kandi Technologies Group
KNDI
$57.7M
| $167K | ﹤0.01% |
34,600
-4,100
| -11% | -$23.8K |
|
|
BLDP
705
Ballard Power Systems
BLDP
$639M
| $165K | ﹤0.01% |
+46,700
| New | +$166K |
|
|
MDRX
706
DELISTED
Veradigm Inc. Common Stock
MDRX
| $165K | ﹤0.01% |
13,400
-103,900
| -89% | -$1.48M |
|
|
ERF
707
DELISTED
Enerplus Corporation
ERF
| $152K | ﹤0.01% |
+13,500
| New | +$147K |
|
708
Titan International
TWI
$461M
| $150K | ﹤0.01% |
+11,900
| New | +$155K |
|
709
Rambus
RMBS
$8.9B
| $138K | ﹤0.01% |
10,300
-43,200
| -81% | -$578K |
|
|
CALA
710
DELISTED
Calithera Biosciences, Inc
CALA
| $89K | ﹤0.01% |
710
-1,210
| -63% | -$189K |
|
711
Talphera
TLPH
$60.7M
| $84K | ﹤0.01% |
2,015
+765
| +61% | +$30.2K |
|
|
GLUU
712
DELISTED
Glu Mobile Inc.
GLUU
| $67K | ﹤0.01% |
17,900
-122,900
| -87% | -$461K |
|
|
AMRN
713
Amarin Corp
AMRN
$295M
| $65K | ﹤0.01% |
1,080
-4,145
| -79% | -$308K |
|
|
INFI
714
DELISTED
Infinity Pharmaceuticals, Inc.
INFI
| $60K | ﹤0.01% |
+28,600
| New | +$61.3K |
|
715
MannKind Corp
MNKD
$1.16B
| $27K | ﹤0.01% |
11,900
-97,300
| -89% | -$262K |
|
716
Alcoa
AA
$12.5B
| – | – |
-72,200
| Closed | -$3.89M |
|
|
717
Apple
AAPL
$4.87T
| – | – |
-2,558,800
| Closed | -$108M |
|
718
iShares MSCI ACWI ETF
ACWI
$32.9B
| – | – |
-103,900
| Closed | -$7.49M |
|
719
Adtran
ADTN
$587M
| – | – |
-18,600
| Closed | -$359K |
|
720
American Electric Power
AEP
$66.1B
| – | – |
-200,600
| Closed | -$14.8M |
|
721
AerCap
AER
$22.2B
| – | – |
-144,900
| Closed | -$7.62M |
|
722
AGCO
AGCO
$8.49B
| – | – |
-21,300
| Closed | -$1.52M |
|
723
Assured Guaranty
AGO
$3.16B
| – | – |
-8,500
| Closed | -$287K |
|
724
Arthur J. Gallagher & Co
AJG
$62.8B
| – | – |
-30,000
| Closed | -$1.9M |
|
725
Align Technology
ALGN
$10.8B
| – | – |
-63,300
| Closed | -$14.1M |
|
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Quantitative Investment Management's Q1 2018 Portfolio in Review
As of Q1 2018, Quantitative Investment Management held 1,004 positions worth $5.76B, down 15% from $6.79B the previous quarter. Its ten largest holdings account for 21% of the portfolio.
Quantitative Investment Management withdrew a net $1.01B in Q1 2018, closing 289 positions and reducing 253 holdings. Its most notable exit was State Street Financial Select Sector SPDR ETF, an estimated $334M position sold in full.
By sector, the portfolio is most concentrated in Miscellaneous at 26% of assets, down from 38% a quarter earlier, followed by Technology and Consumer Discretionary.
Against the trend, Quantitative Investment Management opened a new position in Netflix worth $168M.
- Quantitative Investment Management's largest Q1 2018 buy was Netflix: 5,679,000 shares worth $168M.
- Quantitative Investment Management added most to Micron Technology in Q1 2018, an estimated $110M increase.
- Quantitative Investment Management's biggest Q1 2018 reduction was Vanguard FTSE Emerging Markets ETF, cutting an estimated $46M.
- Quantitative Investment Management fully exited State Street Financial Select Sector SPDR ETF in Q1 2018, selling an estimated $334M.
- Quantitative Investment Management's ten largest holdings make up 21% of its $5.76B portfolio in Q1 2018.
- Quantitative Investment Management opened 270 new positions and closed 289 in Q1 2018.
- Quantitative Investment Management's portfolio value fell 15% quarter-over-quarter to $5.76B.
Based on Quantitative Investment Management's 13F filing for Q1 2018, filed 15 May 2018.